Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555219.1087 | 432434.9576 | 122784.1511 | 128467.4841 | 45680.9064 | 82786.5776 |
Total P&L (%) | 555.2191 | 432.435 | 122.7842 | 128.4675 | 45.6809 | 82.7866 |
Avg Daily Profit (%) | 0.3506 | 0.2731 | 0.0775 | 0.0522 | 0.0238 | 0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139114 | -134979 | -97613 | -236040 | -238120 | -96146 |
Profit Factor | 1.6886 | 1.943 | 1.3531 | 1.1064 | 1.0624 | 1.1741 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 58.9286 | 57.1429 | 60.7143 | 58.9286 | 57.1429 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.1769 | 1.4573 | 0.8755 | 0.7712 | 0.7968 | 0.7597 |
Largest Winning Trade | 259128 | 259128 | 33547 | 78822 | 78822 | 53158 |
Largest Losing Trade | -71861 | -71861 | -46667 | -210011 | -210011 | -57826 |
Avg Bars in Trades | 52 | 75 | 30 | 52 | 75 | 30 |
Avg Bars in Winners | 43 | 59 | 28 | 43 | 59 | 28 |
Avg Bars in Losers | 65 | 96 | 33 | 65 | 96 | 33 |
Bars Traded | 5913 | 4210 | 1703 | 5913 | 4210 | 1703 |
Profit Streak | 68.3437 | 0 | 116.3437 | 68.3437 | 0 | 116.3437 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483362 | -168304 | -267992 | -226314 | -495473 | -349967 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852894914, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 4.77484 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 555219.1087307932, 432434.9576062413, 122784.151124552, 128467.4840580977, 45680.906440993, 82786.5776171046 ], [ 555.219109, 432.434958, 122.784151, 128.467484, 45.680906, 82.786578 ], [ 0.350628, 0.273088, 0.07754, 0.052191, 0.023763, 0.038097 ], [ 10, 10, 10, 10, 10, 10 ], [ -139114, -134979, -97613, -236040, -238120, -96146 ], [ 1.688594, 1.943009, 1.353093, 1.10644, 1.062445, 1.174137 ], [ 112, 56, 56, 112, 56, 56 ], [ 66, 32, 34, 66, 32, 34 ], [ 46, 24, 22, 46, 24, 22 ], [ 58.928571, 57.142857, 60.714286, 58.928571, 57.142857, 60.714286 ], [ 1.176899, 1.457257, 0.875531, 0.771155, 0.796834, 0.759736 ], [ 259128, 259128, 33547, 78822, 78822, 53158 ], [ -71861, -71861, -46667, -210011, -210011, -57826 ], [ 52, 75, 30, 52, 75, 30 ], [ 43, 59, 28, 43, 59, 28 ], [ 65, 96, 33, 65, 96, 33 ], [ 5913, 4210, 1703, 5913, 4210, 1703 ], [ 68.343691, 0, 116.343691, 68.343691, 0, 116.343691 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483362, -168304, -267992, -226314, -495473, -349967 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852894914, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 4.77484 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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